Excellent tip, solved a headache of mine. As the first comment noted, one can, obviously, just copy to the clipboard as with any app. But suppose you don't want to lose the contents of the clipboard? Or you don't want inadvertently to paste material from a Vim session into some other app with a careless CTRL-V? Much better to segregate yanked stuff into registers. This makes working with multiple instances of gvim quite practical for me now.

:silent !ls -a| gvim -R -

Then heavy use of gf and I'm happily moving text around between gvim instances on separate monitors.